Weekly Market Roundup: Macro Signals, Earnings, and Rotation Into Value
A comprehensive wrap of the week's market-moving events: macro data, earnings surprises, sector rotation, and what investors should watch next.
A comprehensive wrap of the week's market-moving events: macro data, earnings surprises, sector rotation, and what investors should watch next.
An in-depth, side-by-side review of five retail brokers — commissions, execution quality, platform tools, margin rates, and who each is best for.
OrionCloud's S-1 filing reveals growth metrics, revenue drivers, and potential risks as the cloud-native infrastructure company prepares to go public.
A practical guide to constructing a dividend-focused portfolio that balances income, growth, and capital preservation during volatile cycles.
Chipmakers ramp up capex; we analyze where the investments flow, which companies benefit most, and how to position portfolios across the capital cycle.
Environmental, Social & Governance investing is maturing. This opinion piece argues that measurable outcomes and financial performance must replace marketing-driven ESG claims.
A screening of small-cap companies that look undervalued on fundamentals and are poised for positive re-rating due to upcoming catalysts.
Tax planning can materially improve after-tax returns. This guide covers tax-efficient account placement, loss harvesting, tax-aware rebalancing, and strategies for investors in different tax brackets.
A quick analysis of the central bank's remarks signaling potential easing and how different market segments responded within hours of the announcement.
An independent review of QuantX's backtesting and strategy development suite: features, performance, cost, and who should consider upgrading.
As yield hunting tightens and policy volatility persists in 2026, dividend rotation has become a tactical necessity. This piece maps where income-oriented capital is moving—and why.
A coordinated wave of retail buying in February triggered a microcap rebound. We unpack the flow drivers, liquidity risks, and tactical responses for active managers.
Spot Bitcoin ETFs changed volatility regimes and cross-asset correlations. Here’s an evidence-based tactical playbook for incorporating crypto exposure into multi-asset equity allocations.
Volatility and policy uncertainty in 2026 mean hedging with ETFs is a must. We review five funds that combine liquidity, transparency, and hedging utility for active allocators.
Research output is only valuable when it translates to trades. We map a workflow to turn 100 short notes into robust investment theses that survive the market noise of 2026.
Auto-updates improve security but silent, uncontrolled updates create operational risk for trading desks. Here’s a governance framework to balance safety and stability.
Small caps need specialized signals. This guide shows how to build a screening engine that blends traditional fundamentals with alternative data sources for robust 2026 performance.
We analyzed thousands of earnings reactions and identified quant signals that delivered persistent alpha during Q2 2026. Here are the patterns and how to trade them.
This workshop-style guide arms you with tradeable rebalancing playbooks for when momentum fades and value re-emerges in 2026’s market environment.
Low latency is no longer only for HFT firms. This review evaluates execution venues, broker APIs, and monitoring playbooks that matter for active traders in 2026.